-43.5%
FLUT vs TCOM
+12.1%
-55.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | +3.8% | -7.6% | +11.4% | +5.4% |
| 30D | +6.3% | -12.2% | +18.5% | +9.0% |
| 3M | -4.0% | -14.2% | +10.2% | -1.4% |
| 6M | -10.3% | -25.0% | +14.7% | -5.6% |
| YTD | -53.2% | -43.7% | -9.5% | -48.5% |
| 1Y | -65.0% | -44.5% | -20.5% | -61.4% |
| All | -43.5% | +12.1% | -55.6% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling